+277.6%
ASTS vs KMI
+126.6%
+150.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +13.6% |
| 7D | +1.5% | -6.5% | +8.1% | +3.6% |
| 30D | -27.6% | -5.1% | -22.5% | -26.5% |
| 3M | -48.7% | 0.0% | -48.7% | -48.7% |
| 6M | -50.8% | -0.9% | -50.0% | -51.1% |
| YTD | -49.2% | +15.4% | -64.6% | -51.7% |
| 1Y | -46.7% | +19.5% | -66.2% | -49.8% |
| 3Y | +793.2% | +116.3% | +676.9% | +634.1% |
| 5Y | +195.6% | +136.6% | +59.0% | +143.4% |
| All | +277.6% | +126.6% | +150.9% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling